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This paper proposes an inverse optimal control method which enables a robot to incrementally learn a control objective function from a collection of trajectory segments. By saying incrementally, it means that the collection of trajectory…

Robotics · Computer Science 2022-02-03 Zihao Liang , Wanxin Jin , Shaoshuai Mou

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Optimization and Control · Mathematics 2026-03-17 Ethan Foss , Simone D'Amico

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

Inverse Optimal Control (IOC) seeks to recover an unknown cost from expert demonstrations, and it provides a systematic way of modeling experts' decision mechanisms while considering the prior information of the cost functions.…

Optimization and Control · Mathematics 2025-12-01 Ziliang Wang , Han Zhang , Axel Ringh

We introduce and study the infinite dimensional linear programming problem which along with its dual allows one to characterize the optimal value of the deterministic long-run average optimal control problem in the general case when the…

Optimization and Control · Mathematics 2018-05-08 Vivek S. Borkar , Vladimir Gaitsgory

This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…

Optimization and Control · Mathematics 2019-05-03 Marijan Vukosavljev , Angela P. Schoellig , Mireille E. Broucke

We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…

Optimization and Control · Mathematics 2019-04-02 Kevin J. Kircher , K. Max Zhang

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…

Optimization and Control · Mathematics 2022-12-06 Sérgio S. Rodrigues

The increasing penetration of renewable and distributed energy resources in distribution networks calls for real-time and distributed voltage control. In this paper we investigate local Volt/VAR control with a general class of control…

Optimization and Control · Mathematics 2020-05-15 Xinyang Zhou , Masoud Farivar , Zhiyuan Liu , Lijun Chen , Steven Low

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

Optimization and Control · Mathematics 2022-03-17 I. M. Ross

Model-based Reinforcement Learning and Control have demonstrated great potential in various sequential decision making problem domains, including in robotics settings. However, real-world robotics systems often present challenges that limit…

Machine Learning · Computer Science 2023-10-24 Achkan Salehi , Steffen Rühl , Stephane Doncieux

We show how the solution to NMPC problems for a special type of input-affine discrete-time systems can be obtained by reformulating the underlying non-convex optimal control problem in terms of a finite number of convex subproblems. The…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Manuel Klädtke , Moritz Schulze Darup

In this paper, we propose a new algorithm to solve the Inverse Stochastic Optimal Control (ISOC) problem of the linear-quadratic sensorimotor (LQS) control model. The LQS model represents the current state-of-the-art in describing…

Optimization and Control · Mathematics 2024-03-20 Philipp Karg , Manuel Hess , Balint Varga , Sören Hohmann

Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare. One reason is a limited understanding of the behavior of reinforcement…

Machine Learning · Computer Science 2020-11-04 Feicheng Wang , Lucas Janson

This paper is concerned with the distributed linear quadratic optimal control problem. In particular, we consider a suboptimal version of the distributed optimal control problem for undirected multi-agent networks. Given a multi-agent…

Optimization and Control · Mathematics 2018-03-08 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as nonlinear optimization problems. Increasing the number of scenarios improves robustness, while increasing the size of the…

Optimization and Control · Mathematics 2023-06-09 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…

Optimization and Control · Mathematics 2024-07-23 Paolo Acquistapace , Francesca Bucci
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